+688.6%
CAT vs PBR
+585.8%
+102.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -1.2% |
| 7D | +7.4% | -1.0% | +8.5% | +7.7% |
| 30D | -19.7% | -29.3% | +9.6% | -12.8% |
| 3M | -29.6% | +5.5% | -35.1% | -31.3% |
| 6M | -33.2% | -2.9% | -30.3% | -33.8% |
| YTD | +5.7% | +61.5% | -55.8% | -9.2% |
| 1Y | +9.3% | +46.9% | -37.5% | -3.8% |
| 3Y | +158.3% | +66.4% | +91.9% | +115.6% |
| 5Y | +211.6% | +460.3% | -248.7% | +78.3% |
| All | +688.6% | +585.8% | +102.8% | +285.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PBR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling